+24.3%
BMY vs DG
-39.5%
+63.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | -0.2% |
| 7D | -4.8% | -4.8% | 0.0% | -4.4% |
| 30D | -0.7% | +1.8% | -2.4% | -0.8% |
| 3M | +15.3% | +14.5% | +0.9% | +13.9% |
| 6M | +8.5% | -13.6% | +22.1% | +9.6% |
| YTD | +23.4% | -4.8% | +28.3% | +23.7% |
| 1Y | +42.9% | +21.6% | +21.4% | +40.3% |
| 3Y | +22.0% | +4.5% | +17.5% | +18.8% |
| 5Y | +24.3% | -38.5% | +62.8% | +25.1% |
| All | +24.3% | -39.5% | +63.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling